I hate talking to psychiatrists, feels like they just want to prescribe you meds and diagnose you with a condition that you may or may not actually have just so they feel that they are sufficiently doing their job.
With that being said, meds can be a big help and psychiatrists are often the only way to get them (legally, anyway) but it seems from what you've said that you're getting your meds from a third party. If you find that they're helping you, maybe tell your psychiatrist that NDRIs have been effective (I'm not in the UK so I'm unsure if you can get into trouble over something like this). I'd also recommend to be open with your psychiatrist about how you disagree with their diagnosis. If they persist, find a new one.
Regarding weed, you should absolutely consider how it may affect your mental health negatively, even if you aren't smoking it. I'm not trying to be judgmental here (I've been a daily user for the last 18 months) but THC can absolutely exacerbate depression regardless of how it is consumed, speaking from experience. If I'm high all day I feel like absolute shit the next day. I have no motivation to do anything, which allows my mind to ruminate on suicidal thoughts and I generally feel listless, prompting me to just get high again, repeating the cycle and making its effects worse. If you have access to it, using a little bit of CBD in any form in addition to THC can really help with mental health, plus it gives you a better high. Mental health professionals tend to be judgmental of any weed use and I frequently lie or downplay my usage.